-8.1%
RFMZ vs SPY
+105.5%
-113.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +0.4% | -2.7% | +3.1% | +1.1% |
| 30D | +7.5% | -5.4% | +12.9% | +9.0% |
| 3M | -5.2% | -4.1% | -1.1% | -4.2% |
| 6M | -3.8% | +0.7% | -4.5% | -4.0% |
| YTD | +2.3% | +8.7% | -6.3% | +0.1% |
| 1Y | +0.9% | +10.9% | -10.0% | -1.8% |
| 3Y | +24.4% | +75.0% | -50.6% | +7.0% |
| 5Y | -13.7% | +67.8% | -81.5% | -26.3% |
| All | -8.1% | +105.5% | -113.6% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling